Piero Mazzarisi

According to our database, Piero Mazzarisi authored at least 7 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A machine learning approach to support decision in insider trading detection.

Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo

EPJ Data Sci., December, 2024

Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters.

Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi

CoRR, 2024

2022

Efficiency of the Moscow Stock Exchange before 2022.

Andrey Shternshis, Piero Mazzarisi, Stefano Marmi

Entropy, 2022

2020

A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market.

Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari

Eur. J. Oper. Res., 2020

Betweenness centrality for temporal multiplexes.

Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo

CoRR, 2020

2019

Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time.

Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo

CoRR, 2019

2017

Detectability thresholds in networks with dynamic link and community structure.

Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari

CoRR, 2017